Unfortunately today that is an empty threat as he has to come with me but I hope it works...
I wouldn't say it then, if you can't follow through. He has to have consistency and know that you mean what you say.

If he has to come with you today, try another tack rather than the threat of him not coming. (he gets something he likes if he wears them, or he has to sit in stroller if he doesn't)

Good luck,

Kate